The interconnection of stock markets offers valuable insights into the broader dynamics of
global financial markets. This study uses the Diebold and Yilmaz index model to analyze …

This paper models volatility spillovers from mature to emerging stock markets, tests for
changes in the transmission mechanism during turbulences in mature markets, and …

This paper examines global (mature market) and regional (emerging market) spillovers in
local emerging stock markets. Tri-variate VAR-GARCH (1, 1)-in-mean models are estimated …

We investigated the relationship between stock prices and exchange rates in eleven
emerging markets over the period of 1988 to 2014 using cointegration methodology and …

This study investigates return spillovers in APEC region stock markets influenced by three
major crises (the global financial crisis (GFC), the COVID-19 Pandemic, and the Russia …

This paper investigates bi-directional linkages between the stock and foreign exchange
markets of a number of emerging economies. This is accomplished by estimating a vector …

We analyse the time variations in the comovements of Latin American stock markets.
Conditional correlations are estimated from the dynamic conditional correlation GARCH …

This paper examines monetary policy spillovers from the US and the People's Republic of
China (PRC) to real and financial sectors in advanced and emerging Asian economies over …

This paper examines real and financial spillovers from monetary policy shocks originating in
the US and the People's Republic of China (PRC) to advanced and emerging economies in …

Abstract Asia-Pacific Economic Cooperation (APEC) held its 27th summit in 2020 and
emphasized facilitating trade and investment in the Asia-Pacific region. This creates trading …